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COT Positioning Analytics

Built by Robin Yu

CombinedFutures-Only
大豆 / Soybeans玉米 / Corn棉花 / Cotton软红冬小麦 / Wheat SRW硬红冬小麦 / Wheat HRW豆粕 / Soybean Meal豆油 / Soybean Oil可可 / Cocoa咖啡C / Coffee C11号糖 / Sugar No. 11
Report Date 2026/05/05Available 2026/05/09 03:30

仓位象限

x=Net %OI PR(window)，y=Δ Net %OI，点大小=Gross %OI，颜色=Bias

Δ Net %OI (ppt)500-5.3-3.0-0.71.63.96.1020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-14%-9%-5%0%5%9%14%PROD+9.7 pptSWAP+3.5 pptNREPT+0.0 pptOTHER-0.6 pptMM-12.6 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long340,516
Short473,793
Net-133,277
Open Interest1,191,826

Non-Commercial (No CIT)

Long162,914
Short265,362
Net-102,448
Open Interest1,191,826

Producer/Merchant

Long229,334
Short365,842
Net-136,508
Open Interest1,191,826
Net %OI-11.5%
Gross %OI49.9%
Bias-0.23Δ Net %OI -5.3%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-11.5%
Net %OI8.6%-26.0%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Producer/Merchant · Net %OI · 5-year overlay

Net %OI8.6%-26.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.188-0.147-0.120-0.079-0.0370.0040.0310.086Current: -11.5%
CountNormal FitCurrent -11.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top413.5%Long · Top823.0%Short · Top418.4%Short · Top827.8%% of OI

判断当前浓度只是偏高，还是已经接近历史极端。

Duration

只统计 PR156 高于 90 或低于 10 的连续区间，条越长说明极端持续越久。

06121723LOW20/08→20/1219wHIGH19/07→19/1117wHIGH25/06→25/0917wHIGH17/05→17/0916wHIGH23/12→24/0211wLOW13/09→13/1110wHIGH22/07→22/099wHIGH24/04→24/069w持续周数

Managed Money

Long171,276
Short285,422
Net-114,146
Open Interest1,191,826
Net %OI-9.6%
Gross %OI38.3%
Bias-0.25Δ Net %OI +6.1%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-9.6%
Net %OI23.4%-20.6%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI23.4%-20.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.206-0.146-0.106-0.0460.0140.0740.1140.194Current: -9.6%
CountNormal FitCurrent -9.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top413.5%Long · Top823.0%Short · Top418.4%Short · Top827.8%% of OI

判断当前浓度只是偏高，还是已经接近历史极端。

Duration

只统计 PR156 高于 90 或低于 10 的连续区间，条越长说明极端持续越久。

011233445LOW12/10→13/0741wHIGH20/06→21/0132wLOW25/06→25/1230wHIGH16/04→16/1027wLOW17/06→17/0913wLOW19/08→19/1112wLOW12/04→12/0611wHIGH15/10→15/1210w持续周数

Non-Reportable

Long93,325
Short78,166
Net15,159
Open Interest1,191,826
Net %OI1.3%
Gross %OI14.4%
Bias+0.09Δ Net %OI +0.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.3%
Net %OI5.5%-2.0%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Non-Reportable · Net %OI · 5-year overlay

Net %OI5.5%-2.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.020-0.010-0.0030.0070.0170.0270.0330.047Current: 1.3%
CountNormal FitCurrent 1.3%

Index Traders

Long319,756
Short99,190
Net220,566
Open Interest1,191,826
Net %OI18.5%
Gross %OI35.2%
Bias+0.53Δ Net %OI +3.0%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest18.5%
Net %OI26.8%10.1%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI26.8%10.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1010.1200.1320.1500.1690.1870.1990.224Current: 18.5%
CountNormal FitCurrent 18.5%